Approximation of distribution-independent and distribution-dependent stochastic differential equations with singular drifts
Author:
Publisher
Elsevier BV
Subject
Applied Mathematics,Modeling and Simulation,Numerical Analysis
Reference16 articles.
1. Approximations of McKean-Vlasov stochastic differential equations with irregular coefficients;Bao;J Theoret Probab,2022
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4. The Euler–Maruyama method for S (F) DEs with Hölder drift and α-stable noise;Huang;Stoch Anal Appl,2018
5. Weak convergence of path-dependent SDEs with irregular coefficients;Bao,2018
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